Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2790940.1086 | 2587812.7542 | 203127.3544 | 9487560.4431 | 7525731.4484 | 1961828.9947 |
Total P&L (%) | 2790.9401 | 2587.8128 | 203.1274 | 9487.5604 | 7525.7314 | 1961.829 |
Avg Daily Profit (%) | 1.202 | 1.1145 | 0.0875 | 0.1967 | 0.1868 | 0.1304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101458 | -109932 | -92974 | -4326654 | -4737747 | -4140080 |
Profit Factor | 4.6792 | 7.5032 | 1.5633 | 1.2962 | 1.4683 | 1.1229 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 35.514 | 28.3019 | 42.5926 | 35.514 | 28.3019 | 42.5926 |
Ratio Avg Win / Avg Loss | 8.4965 | 19.008 | 2.107 | 2.3536 | 3.7197 | 1.5135 |
Largest Winning Trade | 2312313 | 2312313 | 83458 | 5612686 | 5612686 | 4738146 |
Largest Losing Trade | -30039 | -30039 | -27499 | -2943050 | -1832923 | -2943050 |
Avg Bars in Trades | 42 | 38 | 47 | 42 | 38 | 47 |
Avg Bars in Winners | 83 | 81 | 84 | 83 | 81 | 84 |
Avg Bars in Losers | 20 | 21 | 20 | 20 | 21 | 20 |
Bars Traded | 4587 | 2026 | 2561 | 4587 | 2026 | 2561 |
Profit Streak | 18.1443 | 0 | 27.6443 | 18.1443 | 0 | 27.6443 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586429 | -173627 | -255759 | 158264 | -185446 | -285146 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 43, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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